art_1__point_202__table__3 CRR3 — REGULATION (EU) 2024/1623 OF THE EUROPEAN PARLIAMENT AND OF…

art_1__point_202table3

CRR3

REGULATION (EU) 2024/1623 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 31 May 2024 amending Regulation (EU) No 575/2013 as regards requirements for credit risk, credit valuation adjustment risk, operational risk, market risk and the output floor (Text with EEA relevance) · European Union

| = the counterparty credit risk exposure value of the netting set NS with counterparty c, including the effect of collateral in accordance with the methods set out in Title II, Chapter 6, Sections 3 to 6, as applicable to the calculation of the own funds requirements for counterparty credit risk referred to in Article 92(4), points (a) and (g); | = the supervisory discount factor for the netting set NS with counterparty c.

← art_1__point_202__table__2 · All articles · art_1__point_202__table__4 →

Source: EUR-Lex CELLAR · retrieved 2026-09-04 · Text as adopted (Official Journal); later amendments are not incorporated in this text.